Line a baking sheet with parchment paper.

Wrap Brie in prosciutto. On a lightly floured surface, roll puff pastry to a 10-inch circle. Place wrapped Brie in middle of circle, and fold edges in neatly. Turn Brie over so folded pastry edges are on the bottom. Place on prepared pan.

In a small bowl, beat egg and 1 tablespoon water. Brush pastry with egg wash. Refrigerate for 30 minutes. Brush with egg wash again, and refrigerate 30 minutes more.

Preheat oven to 425°F.

Using a sharp knife, cut a crosshatch pattern in pastry, but don’t cut through pastry. Bake until puffed and golden brown, about 22 minutes. Serve warm with apricot preserves.